Downloading ^NDX...
================================================================================ NASDAQ-100 (1986 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 57.7% │ +0.3% 1 month later │ 62.7% │ +1.3% 2 months later │ 66.5% │ +2.7% 3 months later │ 69.8% │ +4.1% 6 months later │ 74.3% │ +8.4% 1 year later │ 81.7% │ +17.3% --- ABOVE 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 60.3% │ +0.4% 1 month later │ 67.8% │ +1.7% 2 months later │ 73.8% │ +3.5% 3 months later │ 78.7% │ +5.3% 6 months later │ 89.1% │ +10.7% 1 year later │ 89.2% │ +22.0% --- BELOW 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 51.9% │ +1.5% 1 month later │ 54.3% │ +6.8% 2 months later │ 57.9% │ +15.1% 3 months later │ 63.1% │ +25.9% 6 months later │ 65.9% │ +56.3% 1 year later │ 74.7% │ +128.1% Downloading ^IXIC...
================================================================================ NASDAQ Composite (1971 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 57.8% │ +0.2% 1 month later │ 61.6% │ +1.0% 2 months later │ 64.0% │ +2.1% 3 months later │ 65.6% │ +3.1% 6 months later │ 69.9% │ +6.3% 1 year later │ 75.9% │ +12.8% --- ABOVE 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 61.4% │ +0.3% 1 month later │ 68.0% │ +1.4% 2 months later │ 72.0% │ +2.8% 3 months later │ 75.9% │ +4.2% 6 months later │ 87.4% │ +8.5% 1 year later │ 86.1% │ +17.2% --- BELOW 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 50.8% │ +0.9% 1 month later │ 50.1% │ +3.8% 2 months later │ 54.6% │ +7.8% 3 months later │ 56.2% │ +12.0% 6 months later │ 59.1% │ +26.1% 1 year later │ 72.6% │ +59.5%
╔═══════════════════════════════════════════════════════════════════════════════╗ ║ NASDAQ 100 — DIAMOND HANDS DASHBOARD ║ ║ 25,034.37 | 2026-02-26 ║ ║ ATH: 26,119.85 (2025-10-29) | Current DD: -4.16% | 120d ago ║ ╚═══════════════════════════════════════════════════════════════════════════════╝ ════════════════════════════════════════════════════════════════════════════════ 1. HOLDING PERIOD WIN RATES — % of time you're positive after N days ════════════════════════════════════════════════════════════════════════════════ Period Win % Avg Ret Med Ret Avg Win Avg Loss Worst ────────────────────────────────────────────────────────────────────── 1 wk 58.0% +0.33% +0.53% +2.42% -2.57% -28.46% 2 wk 59.8% +0.65% +0.93% +3.43% -3.51% -35.67% 1 mo 63.0% +1.36% +1.68% +5.16% -5.11% -37.39% 3 mo 69.7% +4.13% +4.76% +9.96% -9.30% -46.34% 6 mo 74.0% +8.37% +9.36% +15.92% -13.07% -59.54% 1 yr 82.0% +17.37% +17.37% +26.15% -22.73% -69.83% 2 yr 85.7% +37.75% +31.33% +48.90% -28.85% -78.11% ════════════════════════════════════════════════════════════════════════════════ 2. DRAWDOWN RECOVERY — How fast do pullbacks recover? ════════════════════════════════════════════════════════════════════════════════ Pullback Count Med Recovery Avg Recovery Max Recovery % < 60d ──────────────────────────────────────────────────────────────────────────── ≥ 5% 86 30d 115d 3924d 72.3% (3 open) ≥ 10% 43 51d 169d 3921d 55.8% ≥ 15% 16 86d 368d 3916d 31.2% ≥ 20% 10 99d 556d 3914d 40.0% ≥ 30% 5 405d 1714d 3912d 0.0% ════════════════════════════════════════════════════════════════════════════════ 3. RED DAY REVERSAL — After a bad day, what happens next? ════════════════════════════════════════════════════════════════════════════════ Day drop Next day + Next wk + Next mo + Avg next wk Avg next mo ──────────────────────────────────────────────────────────────────────────────── ≥ 1.0% 53.7% 58.3% 61.2% +0.57% +1.55% ≥ 1.5% 54.3% 57.5% 60.3% +0.63% +1.52% ≥ 2.0% 54.9% 57.6% 56.8% +0.66% +1.19% ≥ 3.0% 56.2% 55.6% 53.3% +0.58% +0.86% ≥ 4.0% 57.7% 59.0% 53.2% +1.04% +1.34% ≥ 5.0% 52.2% 62.7% 55.2% +1.05% +2.64% ════════════════════════════════════════════════════════════════════════════════ 4. COST OF MISSING THE BEST DAYS — Why timing kills returns ════════════════════════════════════════════════════════════════════════════════ Over the last 20 years (5,040 trading days): Scenario Total Return CAGR ────────────────────────────────────────────────────────────── Buy and hold +1421.1% +14.58% Miss best 5 days +816.3% +11.71% Miss best 10 days +556.6% +9.87% Miss best 20 days +277.3% +6.86% Miss best 30 days +141.2% +4.50% Miss best 50 days +9.4% +0.45% Of the 10 best days, 8 occurred within 5 trading days of the 10 worst days. Getting shaken out on a bad day = missing the recovery. ════════════════════════════════════════════════════════════════════════════════ 5. MAX ADVERSE EXCURSION — How much pain before profit? ════════════════════════════════════════════════════════════════════════════════ For entries that were PROFITABLE at the horizon, how bad did the drawdown get along the way? Horizon Entries Win % Med MAE P75 MAE P90 MAE Worst MAE ──────────────────────────────────────────────────────────────────────── 1 mo 10,158 63.0% -1.00% -2.54% -4.35% -21.02% 3 mo 10,116 69.7% -2.40% -4.94% -7.75% -29.28% 6 mo 10,053 74.0% -3.45% -7.00% -11.49% -28.03%
1 yr 9,927 82.0% -5.38% -10.43% -15.13% -38.94% Read: Even winning 1yr trades had a median intra-period drawdown of ~X%. The pain is normal. The question is whether you hold through it. ════════════════════════════════════════════════════════════════════════════════ 6. UGLY YEARS THAT ENDED WELL — Intra-year pain in good years ════════════════════════════════════════════════════════════════════════════════ Years with ≥15% annual return — what was the max intra-year drawdown? Year Annual Ret Max Intra-Yr DD Worst Date ──────────────────────────────────────────────────────── 1985 +19.4% -3.3% Oct 08 1989 +28.2% -11.0% Dec 18 1991 +65.6% -11.5% Jun 24 1995 +44.8% -11.8% Dec 18 1996 +40.2% -14.4% Jul 23 1997 +21.5% -18.2% Dec 24 1998 +82.1% -23.0% Oct 08 1999 +99.9% -12.0% Aug 10 2003 +42.8% -13.1% Feb 13 2007 +18.5% -11.5% Nov 12 2009 +47.2% -18.6% Mar 09 2010 +17.6% -15.9% Jul 02 2013 +30.8% -6.0% Jun 24 2014 +18.9% -8.2% Oct 16 2017 +30.2% -4.9% Jul 03 2019 +37.3% -11.1% Jun 03 2020 +45.3% -28.0% Mar 20 2021 +28.6% -10.9% Mar 08 2023 +54.9% -10.9% Oct 26 2024 +27.0% -13.6% Aug 07 2025 +20.4% -22.9% Apr 08 Average max intra-year drawdown in good years (≥15% return): -13.4% Even great years have gut-wrenching pullbacks. That's the toll. ════════════════════════════════════════════════════════════════════════════════ 7. WHERE YOU ARE NOW ════════════════════════════════════════════════════════════════════════════════ Current price: 25,034.37 All-time high: 26,119.85 (2025-10-29) Drawdown from ATH: -4.16% Days since ATH: 120 DD percentile: 26.8% (% of underwater days with smaller DD) Annualized vol (20d): 18.3% Annualized vol (60d): 15.1% Annualized vol (all): 25.9% ✓ Current vol is within normal range. ════════════════════════════════════════════════════════════════════════════════ BOTTOM LINE: The market rewards patience. The pain is the price of admission. ════════════════════════════════════════════════════════════════════════════════
NASDAQ 100 | 25,034.37 | 2026-02-26
2,500,000 simulations across 5 models (worst-case ensemble)
20-day low: 24,548.69 (-1.94% from current)
90% 95% 97% 99%
────────────────────────────────────────────────────────────
End of Week (Feb 27) [1d] 25,573 25,725 25,832 26,284 ▲ upside
+2.1% +2.8% +3.2% +5.0%
24,528 24,383 24,246 23,899 ▼ downside
-2.0% -2.6% -3.1% -4.5%
P(new 20d low): 11.0%
End of Month (Feb 28) [1d] 25,573 25,726 25,837 26,287 ▲ upside
+2.2% +2.8% +3.2% +5.0%
24,528 24,381 24,245 23,885 ▼ downside
-2.0% -2.6% -3.2% -4.6%
P(new 20d low): 11.0%
End of Qtr (Mar 31) [23d] 28,872 29,787 30,482 32,161 ▲ upside
+15.3% +19.0% +21.8% +28.5%
22,368 21,784 21,213 20,001 ▼ downside
-10.7% -13.0% -15.3% -20.1%
P(new 20d low): 68.0%
90 Days (May 27) [64d] 32,958 34,711 35,989 38,986 ▲ upside
+31.7% +38.7% +43.8% +55.7%
20,792 19,947 19,351 17,855 ▼ downside
-16.9% -20.3% -22.7% -28.7%
P(new 20d low): 78.7%
Loading ^NDX data...
Running 500,000 sims × 5 models...
╔══════════════════════════════════════════════════════════════════╗
║ NASDAQ 100 — Pullback Probability in Next 30 Trading Days ║
║ 25,034.37 | 2026-02-26 ║
╚══════════════════════════════════════════════════════════════════╝
5.0% 7.5% 10.0% 15.0% 20.0%
───────────────────────────────────────────────────────────────
GBM 45.5% 28.8% 16.8% 4.3% 0.7%
Student-t 34.9% 21.2% 12.3% 3.8% 1.2%
Jump Diff 41.9% 26.1% 15.2% 4.4% 1.1%
GARCH 27.1% 13.3% 6.2% 1.3% 0.3%
Bootstrap 36.5% 22.7% 13.7% 4.7% 1.6%
───────────────────────────────────────────────────────────────
ENSEMBLE (max) 45.5% 28.8% 16.8% 4.7% 1.6%
Historical 33.1% 20.0% 13.0% 5.5% 2.8%
Ensemble = worst-case (highest) probability across all 5 models
Historical = % of all 30-day rolling windows with ≥X% drawdown from start
2,500,000 total simulations | 10,180 historical trading days
╔═══════════════════════════════════════════════════════════════════════════╗ ║ NASDAQ 100 — Daily Move Frequency ║ ║ 25,034.37 | 2026-02-26 | 10,179 trading days | 42 years ║ ╚═══════════════════════════════════════════════════════════════════════════╝ Threshold P(day) Avg/yr Med/yr Min/yr Max/yr 2026 YTD ────────────────────────────────────────────────────────────────────────────────── ≥ 1.0% 39.7% 96.2 92 14 191 14 ≥ 1.5% 24.5% 59.5 50 4 170 5 ≥ 2.0% 15.6% 37.7 25 1 151 3 ≥ 2.5% 10.0% 24.1 14 0 125 0 ≥ 3.0% 6.6% 16.0 6 0 103 0 ≥ 4.0% 3.0% 7.2 2 0 58 0 ≥ 5.0% 1.4% 3.5 1 0 36 0 YTD trading days: 38 ────────────────────────────────────────────────────────────────────────────────── Direction Breakdown: ────────────────────────────────────────────────────────────────────────────────── Threshold Up days Down days Up % Down % Ratio ────────────────────────────────────────────────────────────────────────────────── ≥ 1.0% 2,143 1,897 21.1% 18.6% 1.13 ≥ 1.5% 1,250 1,247 12.3% 12.3% 1.00 ≥ 2.0% 774 810 7.6% 8.0% 0.96 ≥ 2.5% 481 533 4.7% 5.2% 0.90 ≥ 3.0% 321 353 3.2% 3.5% 0.91 ≥ 4.0% 145 159 1.4% 1.6% 0.91 ≥ 5.0% 78 69 0.8% 0.7% 1.13 ────────────────────────────────────────────────────────────────────────────────── 2026 YTD — All days with ≥ 1.0% move: ────────────────────────────────────────────────────────────────────────────────── Date Close Change Move ────────────────────────────────────────────── Jan 09 25,766.26 +1.02% ▲ Jan 14 25,465.94 -1.07% ▼ Jan 20 24,987.57 -2.12% ▼ Jan 21 25,326.58 +1.36% ▲ Jan 30 25,552.39 -1.28% ▼ Feb 03 25,338.62 -1.55% ▼ Feb 04 24,891.24 -1.77% ▼ Feb 05 24,548.69 -1.38% ▼ Feb 06 25,075.77 +2.15% ▲ Feb 12 24,687.61 -2.04% ▼ Feb 23 24,708.94 -1.21% ▼ Feb 24 24,977.04 +1.09% ▲ Feb 25 25,329.04 +1.41% ▲ Feb 26 25,034.37 -1.16% ▼
============================================================ Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX) ============================================================ [1] Fetching XYZ100 daily candles... Fetching candles for xyz:XYZ100...
✓ Saved 137 candles -> xyz100_candles_daily.csv [2] Fetching current funding...
Funding: 0.0006%/hr (+5.5% APR) Mark: $24,978.00 | Oracle: $24,982.00 Open Interest: 4,907.26 [3] Fetching Nasdaq Index (daily)... ✓ ^NDX fetched and aligned [4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
Done.
YF.download() has changed argument auto_adjust default to True
🕒 LIVE MODE: Using latest data (2026-02-26)
============================================================
📊 CURRENT MARKET CONDITIONS
============================================================
📅 Time Period:
Date: 2026-02-26 00:00:00
Month: 2
Quarter: Q1
Cycle Year: Year2
💰 Price:
Close: $25,041.75
📏 Range Position (20D):
Zone: 4 of 10 (30-40%)
Position: 39.0% [███████░░░░░░░░░░░░░]
Range: $24,239.75 (low) — $26,296.00 (high)
🏔️ ATH Drawdown:
Drawdown: -4.65%
Zone: 1 of 20 (Near ATH)
🌪️ Volatility (20D Range Width):
Width%: 8.21%
Zone: 12 of 20
📈 Moving Average Position:
20 MA: $25,154.10 (BELOW ↓, -0.45%)
50 MA: $25,429.53 (BELOW ↓, -1.52%)
200 MA: $24,206.87 (ABOVE ↑, +3.45%)
🎯 Trend Summary:
Neutral/BULLISH - Price above 200 MA only
============================================================
🎯 SMART FILTER APPLIED:
Latest data: 2026-02-26 00:00:00
Current price: $25,041.75
- 50 MA: BELOW ↓ $25,429.53 (-1.5%)
- 200 MA: ABOVE ↑ $24,206.87 (+3.4%)
- Range Zone: 4 (30-40%) [Position: 39.0%] | Range: $24,239.75 - $26,296.00
- ATH Drawdown Zone: 1/20 (DD: -4.6%)
🔴 Days Since 20D HIGH = 19 days (2 occurrences) =============================================== Period Count Avg Return Median Win Rate Best Worst Std Dev 68% Range ------------------------------------------------------------------------------------ 1D 1 -1.43% -1.43% 0.0% -1.43% -1.43% nan% nan% to nan% 2D 1 -0.25% -0.25% 0.0% -0.25% -0.25% nan% nan% to nan% 3D 1 1.69% 1.69% 100.0% 1.69% 1.69% nan% nan% to nan% 5D 1 0.11% 0.11% 100.0% 0.11% 0.11% nan% nan% to nan% 7D 1 -0.39% -0.39% 0.0% -0.39% -0.39% nan% nan% to nan% 10D 1 0.13% 0.13% 100.0% 0.13% 0.13% nan% nan% to nan% 15D 1 0.38% 0.38% 100.0% 0.38% 0.38% nan% nan% to nan% 20D 1 1.31% 1.31% 100.0% 1.31% 1.31% nan% nan% to nan% 30D 1 5.39% 5.39% 100.0% 5.39% 5.39% nan% nan% to nan% 60D 1 3.63% 3.63% 100.0% 3.63% 3.63% nan% nan% to nan% 90D 1 7.89% 7.89% 100.0% 7.89% 7.89% nan% nan% to nan% 🟢 Days Since 20D LOW = 13 days (1 occurrences) ============================================== Period Count Avg Return Median Win Rate Best Worst Std Dev 68% Range ------------------------------------------------------------------------------
🛑 TRADE DECISION: DO NOTHING | No signals passed thresholds. ✅ Analysis complete!
Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows | 1985-10-01 → 2026-02-26
Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows | 1985-10-01 → 2026-02-26
Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows | 1985-10-01 → 2026-02-26
Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows | 1985-10-01 → 2026-02-26 Current period: 2024-09-12 to 2026-02-26 Current cycle year: Year2
====================================================================== NASDAQ 100 (^NDX) ====================================================================== Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows | 1985-10-01 → 2026-02-26 ============================================================ BEST LINEAR REGRESSION FIT — Nasdaq 100 ============================================================ Lookback Period: 4250 trading days R² Score: 0.9846 P-Value: 0.00e+00
====================================================================== S&P 500 (^GSPC) ====================================================================== Downloading ^GSPC data from Yahoo Finance...
Downloaded 24655 rows | 1927-12-30 → 2026-02-26 ============================================================ BEST LINEAR REGRESSION FIT — S&P 500 ============================================================ Lookback Period: 4240 trading days R² Score: 0.9809 P-Value: 0.00e+00
====================================================================== SEMICONDUCTORS (SMH) ====================================================================== Downloading SMH data from Yahoo Finance...
Downloaded 6471 rows | 2000-06-05 → 2026-02-26 ============================================================ BEST LINEAR REGRESSION FIT — Semiconductors (SMH) ============================================================ Lookback Period: 3660 trading days R² Score: 0.9758 P-Value: 0.00e+00
====================================================================== GOLD (GC=F) ====================================================================== Downloading GC=F data from Yahoo Finance...
Downloaded 6396 rows | 2000-08-30 → 2026-02-26 ============================================================ BEST LINEAR REGRESSION FIT — Gold ============================================================ Lookback Period: 610 trading days R² Score: 0.9634 P-Value: 0.00e+00
============================================================
DONCHIAN SLIM – ^NDX | 2026-02-26
============================================================
🔴 BEAR since 2026-02-04 (bar 15) ─ SHORT THE RIP
Entry: 24,891.24 → Current: 25,034.37 (-0.58%)
Pool: BEAR above 200MA (n=85)
DURATION ─ how old is this trend vs history?
# where this trend sits in the historical duration distribution
Percentile: 19th ████░░░░░░░░░░░░░░░░░░░░░
# how long similar trends typically last
Median: 26 bars | Mean: 31 | P75: 42 | P90: 57
RETURN ─ how does this move compare to past trends?
# open P&L ranked against all completed trades in this pool
Current: -0.58% (percentile: 74th) ██████████████████░░░░░░░
# best price seen this trend vs how much is still open profit
MFE: 2.02% (retaining -28%) ░░░░░░░░░░░░░░░░░░░░░░░░░
# typical completed trade returns for this pool
Hist median: -3.63% | mean: -2.34%
SUCCESS RATE ─ what are the odds from here?
# % of trades in this pool that were profitable at exit
Win rate: 23.5% █████░░░░░░░░░░░░░░░░░░░░
# % of trends that lasted at least this many bars
Survival: 81.2% ████████████████████░░░░░ (≥15 bars)
# of trades that reached this bar, how many gained more after
From here: 15% positive ███░░░░░░░░░░░░░░░░░░░░░░ (n=66)
# expected remaining return from this point to trend end
median remaining: -2.46%
TAKE PROFIT ─ scale out ⅓ at each level
(from entry 24,891.24)
# ✅ = already reached ⏳ = not yet
T1 ⅓ 1.55% → 24,504.93 ✅ P(75%)
T2 ⅓ 3.81% → 23,942.42 ⏳ P(50%)
T3 ⅓ trail 9.03% → 22,644.06 ⏳ P(25%)
STOP ─ where to get out if wrong
DC Upper: 26,046.34 (4.04% risk)
2-ATR: 25,943.67 (3.63% risk)
EXPECTANCY ─ SHORT THE RIP
EV: -1.52% per trade ⚠️ negative
(WR 24% × 5.34% reward − 76% × 3.63% risk)
ALL SETUPS ─ historical EV comparison for ^NDX
Setup n WR Avg MFE EV
────────────────────────────── ──── ───── ──────── ────────
TREND (BULL above MA) 87 56% 7.52% +2.65% ✅
BUY THE DIP (BULL below) 32 53% 9.48% +3.33% ✅
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.65% ⚠️ ◀
TREND (BEAR below MA) 33 30% 5.28% -0.93% ⚠️
(EV = WR × avg MFE reward − (1−WR) × 3.63% ATR risk)
============================================================
SUMMARY
────────────────────────────────────────────────────────
^NDX has been bearish for 15 bars — still early
at the 19th duration percentile. This is a short the rip setup.
The -0.58% move is already larger than most
(74th percentile), and the trend hit 2.02% MFE but has reversed through entry.
Most trends like this are still going at this point, with a 24% historical
win rate for this setup. Most of the move is likely behind us.
The donchian upper band at 26,046.34 (4.04% away) is the natural stop.
Chart saved → donchian_slim_chart.png
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ S&P 500 (^GSPC) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ^GSPC …
24655 rows | 1927-12-30 → 2026-02-26 Regression: 4240 day lookback R²=0.9809
DONCHIAN SLIM - ^GSPC | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-05 (bar 55) - TREND
Entry: 6,870.40 -> Current: 6,908.86 (+0.56%) Pool: BULL above 200MA (n=208)
DURATION | RETURN | SUCCESS RATE
Pctile: 71th | Current: 0.56% (56th pctile) | WR: 49.5%
Median: 34 bars Mean: 46 | MFE: 1.92% (retaining 29%) | Surv: 28.8% (>=55 bars)
P75: 63 P90: 94 | Hist med: -0.05% avg: 1.61% | From here: 39% pos (n=59)
| | Med remaining: -1.35%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,870.40) | STOP | EXPECTANCY - TREND
T1 1.90% -> 7,001 [x] | DC Lower: 6,775.50 | EV: +0.90% [+]
T2 4.48% -> 7,178 [ ] | (1.93% risk) | WR 50% x 4.49% rwd
T3 trail 8.84% -> 7,478 [ ] | 2-ATR: 6,727.84 | - 50% x 2.62% risk
| (2.62% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^GSPC bullish 55 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (71th pctile)
TREND (BULL above MA) 208 50% 5.07% +1.19% < | This is a trend-following setup
BUY THE DIP (BULL below) 102 40% 5.27% +0.55% | 0.56% gain is around typical (56th)
SHORT THE RIP (BEAR above) 205 22% 2.71% -1.45% | majority already reversed, 50% WR
TREND (BEAR below MA) 106 46% 6.33% +1.52% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.62% risk) | Stop: 6,775.50 (1.93% away)
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Nasdaq 100 (^NDX)
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Downloading ^NDX …
10180 rows | 1985-10-01 → 2026-02-26 Regression: 4250 day lookback R²=0.9846
DONCHIAN SLIM - ^NDX | 2026-02-26
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BEAR since 2026-02-04 (bar 15) - SHORT THE RIP
Entry: 24,891.24 -> Current: 25,034.37 (-0.58%) Pool: BEAR above 200MA (n=85)
DURATION | RETURN | SUCCESS RATE
Pctile: 19th | Current: -0.58% (74th pctile) | WR: 23.5%
Median: 26 bars Mean: 31 | MFE: 2.02% (retaining -28%) | Surv: 81.2% (>=15 bars)
P75: 42 P90: 57 | Hist med: -3.63% avg: -2.34% | From here: 15% pos (n=66)
| | Med remaining: -2.46%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,891.24) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.55% -> 24,505 [x] | DC Upper: 26,046.34 | EV: -1.52% [!]
T2 3.81% -> 23,942 [ ] | (4.04% risk) | WR 24% x 5.34% rwd
T3 trail 9.03% -> 22,644 [ ] | 2-ATR: 25,943.67 | - 76% x 3.63% risk
| (3.63% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^NDX bearish 15 bars
---------------------------- ---- ----- ------- -------- | still early (19th pctile)
TREND (BULL above MA) 87 56% 7.52% +2.65% | This is a short the rip setup
BUY THE DIP (BULL below) 32 53% 9.48% +3.33% | -0.58% move is larger than most (74th)
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.65% < | most trends still going, 24% WR
TREND (BEAR below MA) 33 30% 5.28% -0.93% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.63% risk) | Stop: 26,046.34 (4.04% away)
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Russell 2000 (^RUT)
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Downloading ^RUT …
9689 rows | 1987-09-10 → 2026-02-26 Regression: 4180 day lookback R²=0.9084
DONCHIAN SLIM - ^RUT | 2026-02-26
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BULL since 2025-12-03 (bar 57) - TREND
Entry: 2,512.14 -> Current: 2,677.29 (+6.57%) Pool: BULL above 200MA (n=80)
DURATION | RETURN | SUCCESS RATE
Pctile: 66th | Current: 6.57% (80th pctile) | WR: 51.2%
Median: 40 bars Mean: 51 | MFE: 8.88% (retaining 74%) | Surv: 33.8% (>=57 bars)
P75: 72 P90: 98 | Hist med: 0.21% avg: 2.03% | From here: 41% pos (n=27)
| | Med remaining: -1.35%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,512.14) | STOP | EXPECTANCY - TREND
T1 2.39% -> 2,572 [x] | DC Lower: 2,569.23 | EV: -1.24% [!]
T2 6.11% -> 2,666 [x] | (4.04% risk) | WR 51% x 1.27% rwd
T3 trail 10.64% -> 2,779 [ ] | 2-ATR: 2,573.39 | - 49% x 3.88% risk
| (3.88% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^RUT bullish 57 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (66th pctile)
TREND (BULL above MA) 80 51% 6.38% +1.38% < | This is a trend-following setup
BUY THE DIP (BULL below) 36 64% 8.27% +3.88% | 6.57% move is larger than most (80th)
SHORT THE RIP (BEAR above) 78 31% 4.00% -1.45% | majority already reversed, 51% WR
TREND (BEAR below MA) 39 36% 6.12% -0.29% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.88% risk) | Stop: 2,569.23 (4.04% away)
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S&P 500 Futures (ES) (ES=F)
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Downloading ES=F …
6424 rows | 2000-09-18 → 2026-02-26 Regression: 4240 day lookback R²=0.9812
DONCHIAN SLIM - ES=F | 2026-02-26
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BULL since 2025-12-22 (bar 44) - TREND
Entry: 6,930.25 -> Current: 6,906.50 (-0.34%) Pool: BULL above 200MA (n=51)
DURATION | RETURN | SUCCESS RATE
Pctile: 49th | Current: -0.34% (41th pctile) | WR: 58.8%
Median: 44 bars Mean: 55 | MFE: 1.63% (retaining -21%) | Surv: 51.0% (>=44 bars)
P75: 80 P90: 106 | Hist med: 1.98% avg: 1.83% | From here: 42% pos (n=24)
| | Med remaining: -0.57%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,930.25) | STOP | EXPECTANCY - TREND
T1 2.09% -> 7,075 [ ] | DC Lower: 6,751.50 | EV: +2.14% [+]
T2 5.00% -> 7,277 [ ] | (2.24% risk) | WR 59% x 5.79% rwd
T3 trail 9.19% -> 7,567 [ ] | 2-ATR: 6,695.20 | - 41% x 3.06% risk
| (3.06% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ES=F bullish 44 bars
---------------------------- ---- ----- ------- -------- | developing but has room (49th pctile)
TREND (BULL above MA) 51 59% 5.42% +1.93% < | This is a trend-following setup
BUY THE DIP (BULL below) 20 45% 6.46% +1.22% | -0.34% gain is around typical (41th)
SHORT THE RIP (BEAR above) 52 17% 3.35% -1.95% | ~half have ended by now, 59% WR
TREND (BEAR below MA) 19 37% 7.50% +0.83% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.06% risk) | Stop: 6,751.50 (2.24% away)
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Nasdaq 100 Futures (NQ) (NQ=F)
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Downloading NQ=F …
6424 rows | 2000-09-18 → 2026-02-26 Regression: 4250 day lookback R²=0.9849
DONCHIAN SLIM - NQ=F | 2026-02-26
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BEAR since 2026-02-04 (bar 15) - SHORT THE RIP
Entry: 24,999.25 -> Current: 25,038.50 (-0.16%) Pool: BEAR above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 23th | Current: -0.16% (81th pctile) | WR: 14.9%
Median: 25 bars Mean: 29 | MFE: 3.04% (retaining -5%) | Surv: 76.6% (>=15 bars)
P75: 41 P90: 50 | Hist med: -4.14% avg: -3.31% | From here: 11% pos (n=35)
| | Med remaining: -2.84%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,999.25) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.45% -> 24,638 [x] | DC Upper: 26,296.00 | EV: -3.15% [!]
T2 3.36% -> 24,161 [ ] | (5.02% risk) | WR 15% x 4.02% rwd
T3 trail 6.81% -> 23,296 [ ] | 2-ATR: 26,140.28 | - 85% x 4.40% risk
| (4.40% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NQ=F bearish 15 bars
---------------------------- ---- ----- ------- -------- | still early (23th pctile)
TREND (BULL above MA) 53 58% 6.77% +2.13% | This is a short the rip setup
BUY THE DIP (BULL below) 18 61% 12.84% +6.14% | -0.16% move is larger than most (81th)
SHORT THE RIP (BEAR above) 47 15% 3.87% -3.17% < | most trends still going, 15% WR
TREND (BEAR below MA) 23 35% 8.23% -0.01% | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.40% risk) | Stop: 26,296.00 (5.02% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Semiconductors (SMH) (SMH) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SMH …
6471 rows | 2000-06-05 → 2026-02-26
Regression: 3660 day lookback R²=0.9758
DONCHIAN SLIM - SMH | 2026-02-26
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BULL since 2025-12-03 (bar 57) - TREND
Entry: 363.24 -> Current: 412.01 (+13.43%) Pool: BULL above 200MA (n=61)
DURATION | RETURN | SUCCESS RATE
Pctile: 82th | Current: 13.43% (93th pctile) | WR: 39.3%
Median: 29 bars Mean: 39 | MFE: 17.81% (retaining 75%) | Surv: 18.0% (>=57 bars)
P75: 43 P90: 85 | Hist med: -1.81% avg: 0.34% | From here: 70% pos (n=10)
| | Med remaining: 2.01%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 363.24) | STOP | EXPECTANCY - TREND
T1 2.50% -> 372 [x] | DC Lower: 374.24 | EV: -4.01% [!]
T2 6.10% -> 385 [x] | (9.17% risk) | WR 39% x 0.00% rwd
T3 trail 12.70% -> 409 [x] | 2-ATR: 384.77 | - 61% x 6.61% risk
| (6.61% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SMH bullish 57 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (82th pctile)
TREND (BULL above MA) 61 39% 7.10% -1.22% < | This is a trend-following setup
BUY THE DIP (BULL below) 28 50% 10.71% +2.05% | 13.43% move is in the top tier (93th)
SHORT THE RIP (BEAR above) 55 16% 3.80% -4.91% | very few last this long, 39% WR
TREND (BEAR below MA) 34 35% 8.13% -1.41% | history favours more (70%)
(EV = WR x MFE - (1-WR) x 6.61% risk) | Stop: 374.24 (9.17% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Magnificent 7 (MAGS) (MAGS) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading MAGS …
723 rows | 2023-04-11 → 2026-02-26 Regression: 720 day lookback R²=0.9377
DONCHIAN SLIM - MAGS | 2026-02-26
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BEAR since 2026-01-20 (bar 26) - SHORT THE RIP
Entry: 62.94 -> Current: 62.27 (+1.06%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: 1.06% (80th pctile) | WR: 20.0%
Median: 33 bars Mean: 32 | MFE: 4.46% (retaining 24%) | Surv: 60.0% (>=26 bars)
P75: 40 P90: 49 | Hist med: -6.26% avg: -3.92% | From here: 0% pos (n=3)
| | Med remaining: -7.21%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 62.94) | STOP | EXPECTANCY - SHORT THE RIP
| DC Upper: 67.09 | Insufficient data
| (7.74% risk) |
| 2-ATR: 64.96 |
| (4.32% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MAGS bearish 26 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) - - - - | This is a short the rip setup
BUY THE DIP (BULL below) - - - - | 1.06% move is larger than most (80th)
SHORT THE RIP (BEAR above) - - - - | ~half have ended by now, 20% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.32% risk) | Stop: 67.09 (7.74% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Tech Select (XLK) (XLK) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading XLK …
6836 rows | 1998-12-22 → 2026-02-26
Regression: 4380 day lookback R²=0.9846
DONCHIAN SLIM - XLK | 2026-02-26
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BEAR since 2026-02-04 (bar 15) - SHORT THE RIP
Entry: 138.12 -> Current: 141.01 (-2.09%) Pool: BEAR above 200MA (n=54)
DURATION | RETURN | SUCCESS RATE
Pctile: 30th | Current: -2.09% (70th pctile) | WR: 18.5%
Median: 22 bars Mean: 28 | MFE: 2.20% (retaining -95%) | Surv: 70.4% (>=15 bars)
P75: 34 P90: 55 | Hist med: -3.42% avg: -2.90% | From here: 19% pos (n=36)
| | Med remaining: -2.01%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 138.12) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.40% -> 136 [x] | DC Upper: 147.93 | EV: -3.18% [!]
T2 3.55% -> 133 [ ] | (4.91% risk) | WR 19% x 5.92% rwd
T3 trail 6.91% -> 129 [ ] | 2-ATR: 148.41 | - 81% x 5.25% risk
| (5.25% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | XLK bearish 15 bars
---------------------------- ---- ----- ------- -------- | developing but has room (30th pctile)
TREND (BULL above MA) 58 57% 7.26% +1.87% | This is a short the rip setup
BUY THE DIP (BULL below) 21 52% 10.58% +3.05% | -2.09% move is larger than most (70th)
SHORT THE RIP (BEAR above) 54 19% 3.95% -3.54% < | most trends still going, 19% WR
TREND (BEAR below MA) 25 40% 10.44% +1.03% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.25% risk) | Stop: 147.93 (4.91% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Uranium (URA) (URA) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading URA …
3849 rows | 2010-11-05 → 2026-02-26
Regression: 1810 day lookback R²=0.8622
DONCHIAN SLIM - URA | 2026-02-26
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BULL since 2026-01-05 (bar 36) - TREND
Entry: 48.63 -> Current: 54.87 (+12.83%) Pool: BULL above 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 12.83% (71th pctile) | WR: 35.7%
Median: 34 bars Mean: 41 | MFE: 28.07% (retaining 46%) | Surv: 50.0% (>=36 bars)
P75: 50 P90: 82 | Hist med: -3.12% avg: 2.84% | From here: 29% pos (n=7)
| | Med remaining: -10.49%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 48.63) | STOP | EXPECTANCY - TREND
T1 3.50% -> 50 [x] | DC Lower: 49.11 | EV: -4.64% [!]
T2 9.47% -> 53 [x] | (10.50% risk) | WR 36% x 7.35% rwd
T3 trail 37.71% -> 67 [ ] | 2-ATR: 48.67 | - 64% x 11.30% risk
| (11.30% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | URA bullish 36 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 14 36% 16.89% -1.23% < | This is a trend-following setup
BUY THE DIP (BULL below) 31 42% 10.97% -1.97% | 12.83% move is larger than most (71th)
SHORT THE RIP (BEAR above) 14 36% 12.91% -2.66% | ~half have ended by now, 36% WR
TREND (BEAR below MA) 31 48% 10.82% -0.60% | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.30% risk) | Stop: 49.11 (10.50% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ US Dollar Index (DXY) (DX-Y.NYB) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading DX-Y.NYB …
14005 rows | 1971-01-04 → 2026-02-26
Regression: 4650 day lookback R²=0.7605
DONCHIAN SLIM - DX-Y.NYB | 2026-02-26
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BEAR since 2026-01-23 (bar 23) - TREND
Entry: 97.60 -> Current: 97.78 (-0.19%) Pool: BEAR below 200MA (n=81)
DURATION | RETURN | SUCCESS RATE
Pctile: 25th | Current: -0.19% (49th pctile) | WR: 46.9%
Median: 38 bars Mean: 48 | MFE: 2.10% (retaining -9%) | Surv: 75.3% (>=23 bars)
P75: 64 P90: 96 | Hist med: -0.17% avg: 0.90% | From here: 43% pos (n=60)
| | Med remaining: -0.38%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 97.60) | STOP | EXPECTANCY - TREND
T1 0.73% -> 97 [x] | DC Upper: 98.08 | EV: +0.98% [+]
T2 2.12% -> 96 [ ] | (0.31% risk) | WR 47% x 3.31% rwd
T3 trail 6.56% -> 91 [ ] | 2-ATR: 98.84 | - 53% x 1.08% risk
| (1.08% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | DX-Y.NYB bearish 23 bars
---------------------------- ---- ----- ------- -------- | still early (25th pctile)
TREND (BULL above MA) 79 46% 2.47% +0.54% | This is a trend-following setup
BUY THE DIP (BULL below) 83 39% 1.95% +0.09% | -0.19% gain is around typical (49th)
SHORT THE RIP (BEAR above) 80 40% 2.35% +0.29% | most trends still going, 47% WR
TREND (BEAR below MA) 81 47% 3.13% +0.89% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.08% risk) | Stop: 98.08 (0.31% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ USD/JPY (USDJPY=X) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading USDJPY=X …
7604 rows | 1996-10-30 → 2026-02-26
Regression: 1740 day lookback R²=0.8569
DONCHIAN SLIM - USDJPY=X | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-26 (bar 23) - SHORT THE RIP
Entry: 155.17 -> Current: 156.12 (-0.62%) Pool: BEAR above 200MA (n=28)
DURATION | RETURN | SUCCESS RATE
Pctile: 25th | Current: -0.62% (50th pctile) | WR: 35.7%
Median: 36 bars Mean: 44 | MFE: 1.86% (retaining -33%) | Surv: 75.0% (>=23 bars)
P75: 55 P90: 74 | Hist med: -0.64% avg: 0.32% | From here: 29% pos (n=21)
| | Med remaining: -1.25%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 155.17) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.75% -> 152 [x] | DC Upper: 157.33 | EV: +0.06% [+]
T2 3.25% -> 150 [ ] | (0.77% risk) | WR 36% x 3.89% rwd
T3 trail 4.90% -> 148 [ ] | 2-ATR: 159.37 | - 64% x 2.08% risk
| (2.08% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | USDJPY=X bearish 23 bars
---------------------------- ---- ----- ------- -------- | developing but has room (25th pctile)
TREND (BULL above MA) 35 37% 2.89% -0.23% | This is a short the rip setup
BUY THE DIP (BULL below) 31 42% 3.49% +0.26% | -0.62% gain is around typical (50th)
SHORT THE RIP (BEAR above) 28 36% 3.30% -0.16% < | most trends still going, 36% WR
TREND (BEAR below MA) 38 29% 3.83% -0.37% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.08% risk) | Stop: 157.33 (0.77% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ EUR/USD (EURUSD=X) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading EURUSD=X …
5770 rows | 2003-12-01 → 2026-02-26
Regression: 330 day lookback R²=0.7785
DONCHIAN SLIM - EURUSD=X | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-09-09 (bar 120) - TREND
Entry: 1.18 -> Current: 1.18 (+0.27%) Pool: BULL above 200MA (n=30)
DURATION | RETURN | SUCCESS RATE
Pctile: 90th | Current: 0.27% (57th pctile) | WR: 46.7%
Median: 53 bars Mean: 61 | MFE: 2.16% (retaining 12%) | Surv: 10.0% (>=120 bars)
P75: 79 P90: 116 | Hist med: -0.16% avg: 0.21% | From here: 0% pos (n=3)
| | Med remaining: -2.13%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1.18) | STOP | EXPECTANCY - TREND
T1 1.08% -> 1 [x] | DC Lower: 1.17 | EV: +0.82% [+]
T2 2.92% -> 1 [ ] | (0.49% risk) | WR 47% x 3.13% rwd
T3 trail 6.24% -> 1 [ ] | 2-ATR: 1.17 | - 53% x 1.21% risk
| (1.21% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | EURUSD=X bullish 120 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (90th pctile)
TREND (BULL above MA) 30 47% 3.41% +0.95% < | This is a trend-following setup
BUY THE DIP (BULL below) 18 39% 2.93% +0.40% | 0.27% gain is around typical (57th)
SHORT THE RIP (BEAR above) 25 32% 2.16% -0.13% | very few last this long, 47% WR
TREND (BEAR below MA) 23 39% 2.72% +0.33% | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.21% risk) | Stop: 1.17 (0.49% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Gold (GC=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading GC=F …
6396 rows | 2000-08-30 → 2026-02-26
Regression: 610 day lookback R²=0.9634
DONCHIAN SLIM - GC=F | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-06-13 (bar 177) - TREND
Entry: 3,431.20 -> Current: 5,203.20 (+51.64%) Pool: BULL above 200MA (n=57)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 51.64% (100th pctile) | WR: 49.1%
Median: 39 bars Mean: 46 | MFE: 62.81% (retaining 82%) | Surv: 0.0% (>=177 bars)
P75: 61 P90: 91 | Hist med: -0.26% avg: 2.37% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 3,431.20) | STOP | EXPECTANCY - TREND
T1 2.74% -> 3,525 [x] | DC Lower: 4,400.00 | EV: -4.05% [!]
T2 7.44% -> 3,687 [x] | (15.44% risk) | WR 49% x 0.00% rwd
T3 trail 13.38% -> 3,890 [x] | 2-ATR: 4,789.50 | - 51% x 7.95% risk
| (7.95% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GC=F bullish 177 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 57 49% 7.85% -0.19% < | This is a trend-following setup
BUY THE DIP (BULL below) 19 47% 5.83% -1.42% | 51.64% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 54 22% 3.15% -5.48% | very few last this long, 49% WR
TREND (BEAR below MA) 23 35% 3.04% -4.13% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 7.95% risk) | Stop: 4,400.00 (15.44% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Silver (SI=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SI=F …
6398 rows | 2000-08-30 → 2026-02-26
Regression: 300 day lookback R²=0.8261
DONCHIAN SLIM - SI=F | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-06-02 (bar 186) - TREND
Entry: 34.56 -> Current: 88.85 (+157.07%) Pool: BULL above 200MA (n=56)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 157.07% (100th pctile) | WR: 39.3%
Median: 28 bars Mean: 38 | MFE: 250.95% (retaining 63%) | Surv: 0.0% (>=186 bars)
P75: 47 P90: 70 | Hist med: -2.49% avg: 1.60% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 34.56) | STOP | EXPECTANCY - TREND
T1 2.05% -> 35 [x] | DC Lower: 68.71 | EV: -11.59% [!]
T2 6.29% -> 37 [x] | (22.67% risk) | WR 39% x 0.00% rwd
T3 trail 17.52% -> 41 [x] | 2-ATR: 71.89 | - 61% x 19.09% risk
| (19.09% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SI=F bullish 186 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 56 39% 8.62% -8.20% < | This is a trend-following setup
BUY THE DIP (BULL below) 30 50% 8.65% -5.22% | 157.07% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 42 21% 5.70% -13.78% | very few last this long, 39% WR
TREND (BEAR below MA) 45 27% 5.14% -12.63% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 19.09% risk) | Stop: 68.71 (22.67% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Natural Gas (NG=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading NG=F …
6402 rows | 2000-08-30 → 2026-02-26
Regression: 520 day lookback R²=0.5878
DONCHIAN SLIM - NG=F | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-24 (bar 2) - TREND
Entry: 2.91 -> Current: 2.84 (+2.71%) Pool: BEAR below 200MA (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 2.71% (76th pctile) | WR: 32.4%
Median: 25 bars Mean: 40 | MFE: 4.80% (retaining 56%) | Surv: 100.0% (>=2 bars)
P75: 58 P90: 98 | Hist med: -9.17% avg: -3.05% | From here: 27% pos (n=37)
| | Med remaining: -7.84%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2.91) | STOP | EXPECTANCY - TREND
T1 3.51% -> 3 [x] | DC Upper: 4.43 | EV: -17.94% [!]
T2 9.09% -> 3 [ ] | (56.03% risk) | WR 32% x 10.78% rwd
T3 trail 26.98% -> 2 [ ] | 2-ATR: 3.74 | - 68% x 31.72% risk
| (31.72% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NG=F bearish 2 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 39 33% 20.83% -14.20% | This is a trend-following setup
BUY THE DIP (BULL below) 40 32% 17.58% -15.70% | 2.71% move is larger than most (76th)
SHORT THE RIP (BEAR above) 41 44% 14.79% -11.30% | most trends still going, 32% WR
TREND (BEAR below MA) 37 32% 13.20% -17.15% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 31.72% risk) | Stop: 4.43 (56.03% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Crude Oil (WTI) (CL=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading CL=F …
6405 rows | 2000-08-23 → 2026-02-26
Regression: 510 day lookback R²=0.7838
DONCHIAN SLIM - CL=F | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-09 (bar 32) - TREND
Entry: 59.12 -> Current: 65.47 (+10.74%) Pool: BULL above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 36th | Current: 10.74% (86th pctile) | WR: 47.6%
Median: 43 bars Mean: 48 | MFE: 13.80% (retaining 78%) | Surv: 64.3% (>=32 bars)
P75: 64 P90: 91 | Hist med: -0.35% avg: 2.22% | From here: 26% pos (n=27)
| | Med remaining: -3.22%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 59.12) | STOP | EXPECTANCY - TREND
T1 5.64% -> 62 [x] | DC Lower: 61.12 | EV: -2.52% [!]
T2 10.86% -> 66 [x] | (6.64% risk) | WR 48% x 2.46% rwd
T3 trail 18.81% -> 70 [ ] | 2-ATR: 60.86 | - 52% x 7.05% risk
| (7.05% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | CL=F bullish 32 bars
---------------------------- ---- ----- ------- -------- | developing but has room (36th pctile)
TREND (BULL above MA) 42 48% 11.77% +1.91% < | This is a trend-following setup
BUY THE DIP (BULL below) 27 52% 14.99% +4.38% | 10.74% move is in the top tier (86th)
SHORT THE RIP (BEAR above) 43 35% 10.92% -0.78% | ~half have ended by now, 48% WR
TREND (BEAR below MA) 27 19% 8.36% -4.19% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.05% risk) | Stop: 61.12 (6.64% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Copper (HG=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading HG=F …
6401 rows | 2000-08-30 → 2026-02-26
Regression: 2670 day lookback R²=0.7852
DONCHIAN SLIM - HG=F | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-08-29 (bar 123) - TREND
Entry: 4.52 -> Current: 6.03 (+33.38%) Pool: BULL above 200MA (n=44)
DURATION | RETURN | SUCCESS RATE
Pctile: 95th | Current: 33.38% (93th pctile) | WR: 38.6%
Median: 31 bars Mean: 45 | MFE: 44.03% (retaining 76%) | Surv: 4.5% (>=123 bars)
P75: 58 P90: 91 | Hist med: -2.10% avg: 1.78% | From here: 50% pos (n=2)
| | Med remaining: 2.57%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 4.52) | STOP | EXPECTANCY - TREND
T1 3.08% -> 5 [x] | DC Lower: 5.57 | EV: -3.83% [!]
T2 5.47% -> 5 [x] | (7.60% risk) | WR 39% x 0.00% rwd
T3 trail 14.96% -> 5 [x] | 2-ATR: 5.65 | - 61% x 6.25% risk
| (6.25% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HG=F bullish 123 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (95th pctile)
TREND (BULL above MA) 44 39% 7.84% -0.81% < | This is a trend-following setup
BUY THE DIP (BULL below) 33 42% 5.94% -1.08% | 33.38% move is in the top tier (93th)
SHORT THE RIP (BEAR above) 45 31% 5.76% -2.51% | very few last this long, 39% WR
TREND (BEAR below MA) 32 28% 4.12% -3.33% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.25% risk) | Stop: 5.57 (7.60% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Platinum (PL=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading PL=F …
6424 rows | 1997-10-29 → 2026-02-26
Regression: 300 day lookback R²=0.8981
DONCHIAN SLIM - PL=F | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 14) - SHORT THE RIP
Entry: 2,061.60 -> Current: 2,283.80 (-10.78%) Pool: BEAR above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 14th | Current: -10.78% (2th pctile) | WR: 33.3%
Median: 23 bars Mean: 33 | MFE: 2.38% (retaining -453%) | Surv: 85.7% (>=14 bars)
P75: 35 P90: 64 | Hist med: -1.89% avg: 0.03% | From here: 19% pos (n=36)
| | Med remaining: -2.58%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,061.60) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.31% -> 2,035 [x] | DC Upper: 2,597.40 | EV: -0.51% [!]
T2 4.51% -> 1,969 [ ] | (13.73% risk) | WR 33% x 13.94% rwd
T3 trail 8.18% -> 1,893 [ ] | 2-ATR: 2,460.59 | - 67% x 7.74% risk
| (7.74% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PL=F bearish 14 bars
---------------------------- ---- ----- ------- -------- | still early (14th pctile)
TREND (BULL above MA) 53 38% 6.32% -2.44% | This is a short the rip setup
BUY THE DIP (BULL below) 40 35% 5.35% -3.16% | -10.78% return is modest (2th)
SHORT THE RIP (BEAR above) 42 33% 4.67% -3.61% < | most trends still going, 33% WR
TREND (BEAR below MA) 50 28% 3.79% -4.51% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.74% risk) | Stop: 2,597.40 (13.73% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Palladium (PA=F) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading PA=F …
6435 rows | 1998-09-28 → 2026-02-26
Regression: 300 day lookback R²=0.8641
DONCHIAN SLIM - PA=F | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-15 (bar 49) - TREND
Entry: 1,592.80 -> Current: 1,817.50 (+14.11%) Pool: BULL above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 70th | Current: 14.11% (79th pctile) | WR: 44.7%
Median: 29 bars Mean: 41 | MFE: 36.23% (retaining 39%) | Surv: 29.8% (>=49 bars)
P75: 59 P90: 85 | Hist med: -1.17% avg: 3.11% | From here: 43% pos (n=14)
| | Med remaining: -0.56%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1,592.80) | STOP | EXPECTANCY - TREND
T1 2.16% -> 1,627 [x] | DC Lower: 1,549.50 | EV: -3.55% [!]
T2 4.95% -> 1,672 [x] | (14.75% risk) | WR 45% x 1.87% rwd
T3 trail 20.51% -> 1,920 [x] | 2-ATR: 1,673.27 | - 55% x 7.94% risk
| (7.94% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PA=F bullish 49 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (70th pctile)
TREND (BULL above MA) 47 45% 9.21% -0.28% < | This is a trend-following setup
BUY THE DIP (BULL below) 39 28% 7.28% -3.64% | 14.11% move is larger than most (79th)
SHORT THE RIP (BEAR above) 42 24% 5.60% -4.71% | majority already reversed, 45% WR
TREND (BEAR below MA) 45 33% 6.88% -3.00% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.94% risk) | Stop: 1,549.50 (14.75% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Alphabet (GOOGL) (GOOGL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading GOOGL …
5415 rows | 2004-08-19 → 2026-02-26
Regression: 4390 day lookback R²=0.9775
DONCHIAN SLIM - GOOGL | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-13 (bar 8) - SHORT THE RIP
Entry: 305.72 -> Current: 307.38 (-0.54%) Pool: BEAR above 200MA (n=46)
DURATION | RETURN | SUCCESS RATE
Pctile: 11th | Current: -0.54% (76th pctile) | WR: 21.7%
Median: 23 bars Mean: 28 | MFE: 3.10% (retaining -18%) | Surv: 89.1% (>=8 bars)
P75: 36 P90: 47 | Hist med: -4.73% avg: -3.61% | From here: 24% pos (n=41)
| | Med remaining: -3.19%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 305.72) | STOP | EXPECTANCY - SHORT THE RIP
T1 2.23% -> 299 [x] | DC Upper: 349.00 | EV: -4.07% [!]
T2 4.24% -> 293 [ ] | (13.54% risk) | WR 22% x 5.45% rwd
T3 trail 8.34% -> 280 [ ] | 2-ATR: 328.02 | - 78% x 6.72% risk
| (6.72% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GOOGL bearish 8 bars
---------------------------- ---- ----- ------- -------- | still early (11th pctile)
TREND (BULL above MA) 44 52% 12.84% +3.51% | This is a short the rip setup
BUY THE DIP (BULL below) 22 45% 9.50% +0.65% | -0.54% move is larger than most (76th)
SHORT THE RIP (BEAR above) 46 22% 4.94% -4.18% < | most trends still going, 22% WR
TREND (BEAR below MA) 20 30% 7.30% -2.51% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.72% risk) | Stop: 349.00 (13.54% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Amazon (AMZN) (AMZN) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading AMZN …
7241 rows | 1997-05-15 → 2026-02-26
Regression: 5000 day lookback R²=0.9615
DONCHIAN SLIM - AMZN | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 14) - TREND
Entry: 222.69 -> Current: 207.92 (+6.63%) Pool: BEAR below 200MA (n=32)
DURATION | RETURN | SUCCESS RATE
Pctile: 12th | Current: 6.63% (72th pctile) | WR: 34.4%
Median: 30 bars Mean: 35 | MFE: 11.99% (retaining 55%) | Surv: 87.5% (>=14 bars)
P75: 46 P90: 68 | Hist med: -4.97% avg: -2.65% | From here: 21% pos (n=28)
| | Med remaining: -4.69%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 222.69) | STOP | EXPECTANCY - TREND
T1 3.32% -> 215 [x] | DC Upper: 246.35 | EV: -1.89% [!]
T2 13.36% -> 193 [ ] | (18.48% risk) | WR 34% x 8.18% rwd
T3 trail 22.81% -> 172 [ ] | 2-ATR: 222.83 | - 66% x 7.17% risk
| (7.17% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMZN bearish 14 bars
---------------------------- ---- ----- ------- -------- | still early (12th pctile)
TREND (BULL above MA) 57 53% 18.34% +6.26% | This is a trend-following setup
BUY THE DIP (BULL below) 27 33% 13.62% -0.24% | 6.63% move is larger than most (72th)
SHORT THE RIP (BEAR above) 52 27% 8.33% -3.00% | most trends still going, 34% WR
TREND (BEAR below MA) 32 34% 13.16% -0.18% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.17% risk) | Stop: 246.35 (18.48% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Apple (AAPL) (AAPL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading AAPL …
11393 rows | 1980-12-12 → 2026-02-26
Regression: 5000 day lookback R²=0.9753
DONCHIAN SLIM - AAPL | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-04 (bar 15) - TREND
Entry: 276.23 -> Current: 272.95 (-1.19%) Pool: BULL above 200MA (n=75)
DURATION | RETURN | SUCCESS RATE
Pctile: 8th | Current: -1.19% (41th pctile) | WR: 56.0%
Median: 36 bars Mean: 53 | MFE: 1.60% (retaining -74%) | Surv: 92.0% (>=15 bars)
P75: 68 P90: 112 | Hist med: 1.64% avg: 7.29% | From here: 38% pos (n=68)
| | Med remaining: -3.55%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 276.23) | STOP | EXPECTANCY - TREND
T1 6.12% -> 293 [ ] | DC Lower: 251.94 | EV: +9.05% [+]
T2 17.14% -> 324 [ ] | (7.70% risk) | WR 56% x 20.17% rwd
T3 trail 32.96% -> 367 [ ] | 2-ATR: 259.04 | - 44% x 5.09% risk
| (5.09% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AAPL bullish 15 bars
---------------------------- ---- ----- ------- -------- | still early (8th pctile)
TREND (BULL above MA) 75 56% 18.74% +8.25% < | This is a trend-following setup
BUY THE DIP (BULL below) 47 51% 19.55% +7.49% | -1.19% gain is around typical (41th)
SHORT THE RIP (BEAR above) 79 25% 7.74% -1.85% | most trends still going, 56% WR
TREND (BEAR below MA) 43 37% 12.34% +1.39% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.09% risk) | Stop: 251.94 (7.70% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Tesla (TSLA) (TSLA) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading TSLA …
3940 rows | 2010-06-29 → 2026-02-26
Regression: 3930 day lookback R²=0.9112
DONCHIAN SLIM - TSLA | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-06 (bar 35) - SHORT THE RIP
Entry: 432.96 -> Current: 408.58 (+5.63%) Pool: BEAR above 200MA (n=26)
DURATION | RETURN | SUCCESS RATE
Pctile: 65th | Current: 5.63% (92th pctile) | WR: 23.1%
Median: 26 bars Mean: 34 | MFE: 10.49% (retaining 54%) | Surv: 34.6% (>=35 bars)
P75: 38 P90: 53 | Hist med: -6.88% avg: -5.96% | From here: 12% pos (n=8)
| | Med remaining: -7.05%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 432.96) | STOP | EXPECTANCY - SHORT THE RIP
T1 6.80% -> 404 [x] | DC Upper: 440.23 | EV: -3.84% [!]
T2 12.98% -> 377 [ ] | (7.75% risk) | WR 23% x 9.17% rwd
T3 trail 23.07% -> 333 [ ] | 2-ATR: 440.22 | - 77% x 7.74% risk
| (7.74% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TSLA bearish 35 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (65th pctile)
TREND (BULL above MA) 29 34% 19.21% +1.55% | This is a short the rip setup
BUY THE DIP (BULL below) 14 64% 29.18% +16.00% | 5.63% move is in the top tier (92th)
SHORT THE RIP (BEAR above) 26 23% 14.29% -2.66% < | majority already reversed, 23% WR
TREND (BEAR below MA) 17 29% 13.04% -1.63% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.74% risk) | Stop: 440.23 (7.75% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Meta (META) (META) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading META …
3463 rows | 2012-05-18 → 2026-02-26
Regression: 930 day lookback R²=0.8731
DONCHIAN SLIM - META | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-26 (bar 22) - BUY THE DIP
Entry: 672.36 -> Current: 657.01 (-2.28%) Pool: all BULL (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 16th | Current: -2.28% (35th pctile) | WR: 59.5%
Median: 54 bars Mean: 60 | MFE: 10.66% (retaining -21%) | Surv: 83.8% (>=22 bars)
P75: 77 P90: 106 | Hist med: 1.21% avg: 9.68% | From here: 55% pos (n=31)
| | Med remaining: 0.85%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 672.36) | STOP | EXPECTANCY - BUY THE DIP
T1 5.77% -> 711 [x] | DC Lower: 628.15 | EV: +8.87% [+]
T2 11.84% -> 752 [ ] | (4.39% risk) | WR 59% x 19.68% rwd
T3 trail 33.25% -> 896 [ ] | 2-ATR: 611.14 | - 41% x 6.98% risk
| (6.98% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | META bullish 22 bars
---------------------------- ---- ----- ------- -------- | still early (16th pctile)
TREND (BULL above MA) 28 61% 12.66% +4.94% | This is a buy the dip setup
BUY THE DIP (BULL below) 7 57% 39.50% +19.58% < | -2.28% gain is around typical (35th)
SHORT THE RIP (BEAR above) 27 15% 6.81% -4.94% | most trends still going, 59% WR
TREND (BEAR below MA) 8 62% 18.28% +8.80% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.98% risk) | Stop: 628.15 (4.39% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Microsoft (MSFT) (MSFT) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading MSFT …
10067 rows | 1986-03-13 → 2026-02-26
Regression: 3760 day lookback R²=0.9814
DONCHIAN SLIM - MSFT | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-11-06 (bar 75) - TREND
Entry: 495.04 -> Current: 401.72 (+18.85%) Pool: BEAR below 200MA (n=39)
DURATION | RETURN | SUCCESS RATE
Pctile: 92th | Current: 18.85% (97th pctile) | WR: 30.8%
Median: 32 bars Mean: 38 | MFE: 22.89% (retaining 82%) | Surv: 7.7% (>=75 bars)
P75: 44 P90: 71 | Hist med: -4.12% avg: -2.90% | From here: 33% pos (n=3)
| | Med remaining: -1.55%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 495.04) | STOP | EXPECTANCY - TREND
T1 2.08% -> 485 [x] | DC Upper: 441.49 | EV: -4.53% [!]
T2 7.78% -> 457 [x] | (9.90% risk) | WR 31% x 0.00% rwd
T3 trail 12.66% -> 432 [x] | 2-ATR: 428.00 | - 69% x 6.54% risk
| (6.54% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSFT bearish 75 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (92th pctile)
TREND (BULL above MA) 80 48% 12.46% +2.48% | This is a trend-following setup
BUY THE DIP (BULL below) 29 55% 16.11% +5.95% | 18.85% move is in the top tier (97th)
SHORT THE RIP (BEAR above) 70 20% 5.90% -4.05% | very few last this long, 31% WR
TREND (BEAR below MA) 39 31% 7.50% -2.22% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.54% risk) | Stop: 441.49 (9.90% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ NVIDIA (NVDA) (NVDA) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading NVDA …
6816 rows | 1999-01-22 → 2026-02-26
Regression: 3470 day lookback R²=0.9698
DONCHIAN SLIM - NVDA | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-25 (bar 1) - TREND
Entry: 195.56 -> Current: 184.89 (-5.46%) Pool: BULL above 200MA (n=51)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: -5.46% (33th pctile) | WR: 56.9%
Median: 42 bars Mean: 56 | Hist med: 2.65% avg: 14.16% | Surv: 100.0% (>=1 bars)
P75: 78 P90: 120 | | From here: 57% pos (n=51)
| | Med remaining: 2.59%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 195.56) | STOP | EXPECTANCY - TREND
T1 6.93% -> 209 [ ] | DC Lower: 171.03 | EV: +13.89% [+]
T2 17.39% -> 230 [ ] | (7.50% risk) | WR 57% x 30.06% rwd
T3 trail 44.57% -> 283 [ ] | 2-ATR: 171.17 | - 43% x 7.42% risk
| (7.42% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NVDA bullish 1 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 51 57% 22.96% +9.86% < | This is a trend-following setup
BUY THE DIP (BULL below) 22 50% 27.09% +9.84% | -5.46% gain is around typical (33th)
SHORT THE RIP (BEAR above) 54 19% 9.09% -4.36% | most trends still going, 57% WR
TREND (BEAR below MA) 20 60% 25.29% +12.20% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 7.42% risk) | Stop: 171.03 (7.50% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Netflix (NFLX) (NFLX) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading NFLX …
5979 rows | 2002-05-23 → 2026-02-26
Regression: 5000 day lookback R²=0.9304
DONCHIAN SLIM - NFLX | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-10-01 (bar 101) - TREND
Entry: 117.09 -> Current: 84.59 (+27.76%) Pool: BEAR below 200MA (n=18)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 27.76% (94th pctile) | WR: 27.8%
Median: 30 bars Mean: 35 | MFE: 35.94% (retaining 77%) | Surv: 0.0% (>=101 bars)
P75: 52 P90: 63 | Hist med: -6.30% avg: -4.77% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 117.09) | STOP | EXPECTANCY - TREND
T1 2.31% -> 114 [x] | DC Upper: 86.50 | EV: -4.75% [!]
T2 8.12% -> 108 [x] | (2.26% risk) | WR 28% x 0.00% rwd
T3 trail 21.50% -> 92 [x] | 2-ATR: 90.16 | - 72% x 6.58% risk
| (6.58% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NFLX bearish 101 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 47 49% 19.96% +6.41% | This is a trend-following setup
BUY THE DIP (BULL below) 19 53% 23.25% +9.12% | 27.76% move is in the top tier (94th)
SHORT THE RIP (BEAR above) 48 17% 6.93% -4.33% | very few last this long, 28% WR
TREND (BEAR below MA) 18 28% 10.64% -1.80% < | insufficient fwd data
(EV = WR x MFE - (1-WR) x 6.58% risk) | Stop: 86.50 (2.26% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Palantir (PLTR) (PLTR) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading PLTR … 1358 rows | 2020-09-30 → 2026-02-26
Regression: 830 day lookback R²=0.9577
DONCHIAN SLIM - PLTR | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-02 (bar 37) - TREND
Entry: 167.86 -> Current: 135.94 (+19.02%) Pool: all BEAR (n=17)
DURATION | RETURN | SUCCESS RATE
Pctile: 59th | Current: 19.02% (94th pctile) | WR: 11.8%
Median: 26 bars Mean: 35 | MFE: 24.80% (retaining 77%) | Surv: 41.2% (>=37 bars)
P75: 42 P90: 65 | Hist med: -19.86% avg: -12.65% | From here: 14% pos (n=7)
| | Med remaining: -10.97%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 167.86) | STOP | EXPECTANCY - TREND
T1 5.26% -> 159 [x] | DC Upper: 165.08 | EV: -11.16% [!]
T2 10.30% -> 151 [x] | (21.43% risk) | WR 12% x 0.00% rwd
T3 trail 15.67% -> 142 [x] | 2-ATR: 153.13 | - 88% x 12.65% risk
| (12.65% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PLTR bearish 37 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (59th pctile)
TREND (BULL above MA) 11 45% 39.13% +10.89% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 19.02% move is in the top tier (94th)
SHORT THE RIP (BEAR above) 8 0% 8.46% -12.65% | ~half have ended by now, 12% WR
TREND (BEAR below MA) 6 33% 19.98% -1.77% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 12.65% risk) | Stop: 165.08 (21.43% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Oracle (ORCL) (ORCL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ORCL …
10068 rows | 1986-03-12 → 2026-02-26
Regression: 5000 day lookback R²=0.9308
DONCHIAN SLIM - ORCL | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-21 (bar 25) - TREND
Entry: 173.88 -> Current: 150.31 (+13.56%) Pool: BEAR below 200MA (n=35)
DURATION | RETURN | SUCCESS RATE
Pctile: 46th | Current: 13.56% (89th pctile) | WR: 31.4%
Median: 28 bars Mean: 34 | MFE: 22.22% (retaining 61%) | Surv: 54.3% (>=25 bars)
P75: 47 P90: 62 | Hist med: -4.72% avg: -2.21% | From here: 16% pos (n=19)
| | Med remaining: -5.00%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 173.88) | STOP | EXPECTANCY - TREND
T1 1.96% -> 170 [x] | DC Upper: 171.20 | EV: -7.21% [!]
T2 10.60% -> 155 [x] | (13.90% risk) | WR 31% x 2.05% rwd
T3 trail 18.88% -> 141 [x] | 2-ATR: 167.54 | - 69% x 11.46% risk
| (11.46% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ORCL bearish 25 bars
---------------------------- ---- ----- ------- -------- | developing but has room (46th pctile)
TREND (BULL above MA) 83 49% 13.71% +0.97% | This is a trend-following setup
BUY THE DIP (BULL below) 31 58% 18.34% +5.84% | 13.56% move is in the top tier (89th)
SHORT THE RIP (BEAR above) 79 25% 6.64% -6.88% | ~half have ended by now, 31% WR
TREND (BEAR below MA) 35 31% 10.48% -4.57% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.46% risk) | Stop: 171.20 (13.90% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ AMD (AMD) (AMD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading AMD …
11581 rows | 1980-03-17 → 2026-02-26
Regression: 3370 day lookback R²=0.9131
DONCHIAN SLIM - AMD | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 14) - SHORT THE RIP
Entry: 192.50 -> Current: 203.68 (-5.81%) Pool: BEAR above 200MA (n=68)
DURATION | RETURN | SUCCESS RATE
Pctile: 13th | Current: -5.81% (54th pctile) | WR: 33.8%
Median: 34 bars Mean: 41 | Hist med: -7.37% avg: -1.89% | Surv: 86.8% (>=14 bars)
P75: 55 P90: 92 | | From here: 29% pos (n=55)
| | Med remaining: -6.56%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 192.50) | STOP | EXPECTANCY - SHORT THE RIP
T1 4.40% -> 184 [ ] | DC Upper: 260.53 | EV: -2.73% [!]
T2 12.02% -> 169 [ ] | (27.91% risk) | WR 34% x 17.41% rwd
T3 trail 21.42% -> 151 [ ] | 2-ATR: 230.20 | - 66% x 13.02% risk
| (13.02% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMD bearish 14 bars
---------------------------- ---- ----- ------- -------- | still early (13th pctile)
TREND (BULL above MA) 69 35% 17.76% -2.32% | This is a short the rip setup
BUY THE DIP (BULL below) 62 47% 25.53% +5.01% | -5.81% gain is around typical (54th)
SHORT THE RIP (BEAR above) 68 34% 12.61% -4.35% < | most trends still going, 34% WR
TREND (BEAR below MA) 62 42% 17.35% -0.28% | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.02% risk) | Stop: 260.53 (27.91% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ MicroStrategy (MSTR) (MSTR) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading MSTR …
6971 rows | 1998-06-11 → 2026-02-26
Regression: 950 day lookback R²=0.8248
DONCHIAN SLIM - MSTR | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-29 (bar 19) - TREND
Entry: 143.19 -> Current: 133.40 (+6.84%) Pool: BEAR below 200MA (n=33)
DURATION | RETURN | SUCCESS RATE
Pctile: 27th | Current: 6.84% (70th pctile) | WR: 36.4%
Median: 32 bars Mean: 36 | MFE: 27.25% (retaining 25%) | Surv: 72.7% (>=19 bars)
P75: 49 P90: 63 | Hist med: -7.31% avg: -0.78% | From here: 35% pos (n=23)
| | Med remaining: -4.69%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 143.19) | STOP | EXPECTANCY - TREND
T1 4.62% -> 137 [x] | DC Upper: 156.00 | EV: -7.38% [!]
T2 13.84% -> 123 [x] | (16.94% risk) | WR 36% x 11.35% rwd
T3 trail 31.56% -> 98 [ ] | 2-ATR: 157.51 | - 64% x 18.08% risk
| (18.08% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSTR bearish 19 bars
---------------------------- ---- ----- ------- -------- | developing but has room (27th pctile)
TREND (BULL above MA) 42 48% 16.85% -1.44% | This is a trend-following setup
BUY THE DIP (BULL below) 34 47% 25.44% +2.40% | 6.84% move is larger than most (70th)
SHORT THE RIP (BEAR above) 42 31% 11.66% -8.87% | most trends still going, 36% WR
TREND (BEAR below MA) 33 36% 16.67% -5.44% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 18.08% risk) | Stop: 156.00 (16.94% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Robinhood (HOOD) (HOOD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading HOOD … 1150 rows | 2021-07-29 → 2026-02-26
Regression: 620 day lookback R²=0.9409
DONCHIAN SLIM - HOOD | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-11-20 (bar 65) - TREND
Entry: 106.21 -> Current: 79.45 (+25.20%) Pool: all BEAR (n=9)
DURATION | RETURN | SUCCESS RATE
Pctile: 78th | Current: 25.20% (100th pctile) | WR: 22.2%
Median: 30 bars Mean: 37 | MFE: 34.83% (retaining 72%) | Surv: 22.2% (>=65 bars)
P75: 45 P90: 74 | Hist med: -8.98% avg: -8.25% | From here: 0% pos (n=2)
| | Med remaining: -18.67%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 106.21) | STOP | EXPECTANCY - TREND
T1 5.81% -> 100 [x] | DC Upper: 104.30 | EV: -11.08% [!]
T2 9.94% -> 96 [x] | (31.28% risk) | WR 22% x 3.92% rwd
T3 trail 33.99% -> 70 [x] | 2-ATR: 91.66 | - 78% x 15.36% risk
| (15.36% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HOOD bearish 65 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (78th pctile)
TREND (BULL above MA) 7 86% 67.07% +55.29% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 25.20% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 5 20% 0.00% - | majority already reversed, 22% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 15.36% risk) | Stop: 104.30 (31.28% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Circle (CRCL) (CRCL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading CRCL …
183 rows | 2025-06-05 → 2026-02-26
⚠ REGRESSION SKIPPED: Not enough rows (183). Need ≥305.
DONCHIAN SLIM - CRCL | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-25 (bar 1) - TREND
Entry: 83.14 -> Current: 87.21 (+4.90%) Pool: all BULL (n=1)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 4.90% (100th pctile) | WR: 0.0%
Median: 22 bars Mean: 22 | MFE: 8.97% (retaining 55%) | Surv: 100.0% (>=1 bars)
P75: 22 P90: 22 | Hist med: -21.28% avg: -21.28% | From here: 0% pos (n=1)
| | Med remaining: -18.65%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 83.14) | STOP | EXPECTANCY - TREND
| DC Lower: 49.90 | Insufficient data
| (42.78% risk) |
| 2-ATR: 75.34 |
| (13.61% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | CRCL bullish 1 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) - - - - | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 4.90% move is in the top tier (100th)
SHORT THE RIP (BEAR above) - - - - | most trends still going, 0% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.61% risk) | Stop: 49.90 (42.78% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Bitcoin (BTC) (BTC-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading BTC-USD …
4181 rows | 2014-09-17 → 2026-02-26
Regression: 1350 day lookback R²=0.8878
DONCHIAN SLIM - BTC-USD | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-25 (bar 32) - TREND
Entry: 86,572.22 -> Current: 67,475.90 (+22.06%) Pool: BEAR below 200MA (n=12)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 22.06% (83th pctile) | WR: 50.0%
Median: 30 bars Mean: 48 | MFE: 30.61% (retaining 72%) | Surv: 50.0% (>=32 bars)
P75: 58 P90: 94 | Hist med: -0.49% avg: 4.63% | From here: 33% pos (n=6)
| | Med remaining: -2.68%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 86,572.22) | STOP | EXPECTANCY - TREND
T1 9.81% -> 78,083 [x] | DC Upper: 72,206.91 | EV: -3.53% [!]
T2 15.67% -> 73,003 [x] | (7.01% risk) | WR 50% x 1.25% rwd
T3 trail 24.98% -> 64,943 [x] | 2-ATR: 73,082.20 | - 50% x 8.31% risk
| (8.31% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BTC-USD bearish 32 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 24 58% 24.98% +11.11% | This is a trend-following setup
BUY THE DIP (BULL below) 17 53% 34.98% +14.61% | 22.06% move is larger than most (83th)
SHORT THE RIP (BEAR above) 28 36% 11.81% -1.12% | ~half have ended by now, 50% WR
TREND (BEAR below MA) 12 50% 16.82% +4.26% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 8.31% risk) | Stop: 72,206.91 (7.01% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Ethereum (ETH) (ETH-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ETH-USD …
3032 rows | 2017-11-09 → 2026-02-26
Regression: 2760 day lookback R²=0.6835
DONCHIAN SLIM - ETH-USD | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-20 (bar 37) - TREND
Entry: 2,935.61 -> Current: 2,030.68 (+30.83%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 30.83% (90th pctile) | WR: 30.0%
Median: 36 bars Mean: 39 | MFE: 40.43% (retaining 76%) | Surv: 50.0% (>=37 bars)
P75: 44 P90: 80 | Hist med: -9.76% avg: 0.10% | From here: 50% pos (n=4)
| | Med remaining: 5.13%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,935.61) | STOP | EXPECTANCY - TREND
T1 5.98% -> 2,760 [x] | DC Upper: 2,148.12 | EV: -7.41% [!]
T2 9.11% -> 2,668 [x] | (5.78% risk) | WR 30% x 0.00% rwd
T3 trail 23.92% -> 2,233 [x] | 2-ATR: 2,245.58 | - 70% x 10.58% risk
| (10.58% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ETH-USD bearish 37 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 11 55% 29.18% +11.11% | This is a trend-following setup
BUY THE DIP (BULL below) 16 50% 29.40% +9.41% | 30.83% move is in the top tier (90th)
SHORT THE RIP (BEAR above) 16 38% 17.81% +0.07% | ~half have ended by now, 30% WR
TREND (BEAR below MA) 10 30% 13.00% -3.51% < | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 10.58% risk) | Stop: 2,148.12 (5.78% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Solana (SOL) (SOL-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SOL-USD …
2149 rows | 2020-04-10 → 2026-02-26 Regression: 1240 day lookback R²=0.6796
DONCHIAN SLIM - SOL-USD | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-25 (bar 32) - TREND
Entry: 118.77 -> Current: 85.97 (+27.62%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: 27.62% (80th pctile) | WR: 30.0%
Median: 38 bars Mean: 41 | MFE: 42.17% (retaining 65%) | Surv: 60.0% (>=32 bars)
P75: 57 P90: 63 | Hist med: -3.87% avg: 3.45% | From here: 17% pos (n=6)
| | Med remaining: -8.08%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 118.77) | STOP | EXPECTANCY - TREND
T1 16.77% -> 99 [x] | DC Upper: 91.08 | EV: -6.21% [!]
T2 20.13% -> 95 [x] | (5.94% risk) | WR 30% x 6.29% rwd
T3 trail 41.28% -> 70 [x] | 2-ATR: 95.92 | - 70% x 11.57% risk
| (11.57% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SOL-USD bearish 32 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) 9 33% 40.90% +5.92% | This is a trend-following setup
BUY THE DIP (BULL below) 11 55% 40.19% +16.66% | 27.62% move is larger than most (80th)
SHORT THE RIP (BEAR above) 9 33% 24.50% +0.45% | ~half have ended by now, 30% WR
TREND (BEAR below MA) 10 30% 26.06% -0.28% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.57% risk) | Stop: 91.08 (5.94% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ BNB (BNB-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading BNB-USD …
3032 rows | 2017-11-09 → 2026-02-26
Regression: 3030 day lookback R²=0.8166
DONCHIAN SLIM - BNB-USD | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-31 (bar 26) - TREND
Entry: 780.48 -> Current: 623.53 (+20.11%) Pool: BEAR below 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 29th | Current: 20.11% (79th pctile) | WR: 35.7%
Median: 40 bars Mean: 43 | MFE: 26.11% (retaining 77%) | Surv: 71.4% (>=26 bars)
P75: 52 P90: 83 | Hist med: -4.76% avg: 1.21% | From here: 20% pos (n=10)
| | Med remaining: -6.11%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 780.48) | STOP | EXPECTANCY - TREND
T1 4.38% -> 746 [x] | DC Upper: 662.00 | EV: -3.63% [!]
T2 11.83% -> 688 [x] | (6.17% risk) | WR 36% x 4.11% rwd
T3 trail 29.97% -> 547 [ ] | 2-ATR: 672.99 | - 64% x 7.93% risk
| (7.93% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BNB-USD bearish 26 bars
---------------------------- ---- ----- ------- -------- | developing but has room (29th pctile)
TREND (BULL above MA) 15 40% 23.37% +4.59% | This is a trend-following setup
BUY THE DIP (BULL below) 13 54% 24.29% +9.42% | 20.11% move is larger than most (79th)
SHORT THE RIP (BEAR above) 14 36% 18.57% +1.53% | most trends still going, 36% WR
TREND (BEAR below MA) 14 36% 15.39% +0.40% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.93% risk) | Stop: 662.00 (6.17% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ TRON (TRX) (TRX-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading TRX-USD …
3032 rows | 2017-11-09 → 2026-02-26
Regression: 1210 day lookback R²=0.9510
DONCHIAN SLIM - TRX-USD | 2026-02-26
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-21 (bar 5) - BUY THE DIP
Entry: 0.29 -> Current: 0.29 (-1.04%) Pool: BULL below 200MA (n=11)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: -1.04% (55th pctile) | WR: 45.5%
Median: 38 bars Mean: 51 | MFE: 0.74% (retaining -141%) | Surv: 100.0% (>=5 bars)
P75: 56 P90: 84 | Hist med: -1.37% avg: 8.09% | From here: 45% pos (n=11)
| | Med remaining: -2.80%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.29) | STOP | EXPECTANCY - BUY THE DIP
T1 6.48% -> 0 [ ] | DC Lower: 0.27 | EV: +14.28% [+]
T2 29.36% -> 0 [ ] | (4.44% risk) | WR 45% x 35.08% rwd
T3 trail 65.16% -> 0 [ ] | 2-ATR: 0.28 | - 55% x 3.05% risk
| (3.05% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TRX-USD bullish 5 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 14 64% 30.22% +18.34% | This is a buy the dip setup
BUY THE DIP (BULL below) 11 45% 33.67% +13.64% < | -1.04% gain is around typical (55th)
SHORT THE RIP (BEAR above) 16 38% 14.77% +3.63% | most trends still going, 45% WR
TREND (BEAR below MA) 10 40% 15.46% +4.35% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 3.05% risk) | Stop: 0.27 (4.44% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Sui (SUI) (SUI-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading SUI-USD … 810 rows | 2022-03-18 → 2024-06-04
Regression: 470 day lookback R²=0.6905
DONCHIAN SLIM - SUI-USD | 2024-06-04
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2024-04-12 (bar 53) - TREND
Entry: 0.00 -> Current: 0.00 (-14.94%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 80th | Current: -14.94% (40th pctile) | WR: 20.0%
Median: 39 bars Mean: 59 | MFE: 54.02% (retaining -28%) | Surv: 20.0% (>=53 bars)
P75: 46 P90: 122 | Hist med: -14.26% avg: -37.65% | From here: 100% pos (n=1)
| | Med remaining: 21.14%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.00) | STOP | EXPECTANCY - TREND
| DC Upper: 0.00 | Insufficient data
| (130.00% risk) |
| 2-ATR: 0.00 |
| (51.73% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SUI-USD bearish 53 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (80th pctile)
TREND (BULL above MA) - - - - | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | -14.94% gain is around typical (40th)
SHORT THE RIP (BEAR above) - - - - | very few last this long, 20% WR
TREND (BEAR below MA) - - - - | history favours more (100%)
(EV = WR x MFE - (1-WR) x 51.73% risk) | Stop: 0.00 (130.00% away)
================================================================================ SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS ================================================================================ Ticker Name Lookback R² P-Value -------------------------------------------------------------------------------- ^GSPC S&P 500 4240 0.9809 0.00e+00 ^NDX Nasdaq 100 4250 0.9846 0.00e+00 ^RUT Russell 2000 4180 0.9084 0.00e+00 ES=F S&P 500 Futures (ES) 4240 0.9812 0.00e+00 NQ=F Nasdaq 100 Futures (NQ) 4250 0.9849 0.00e+00 SMH Semiconductors (SMH) 3660 0.9758 0.00e+00 MAGS Magnificent 7 (MAGS) 720 0.9377 0.00e+00 XLK Tech Select (XLK) 4380 0.9846 0.00e+00 URA Uranium (URA) 1810 0.8622 0.00e+00 DX-Y.NYB US Dollar Index (DXY) 4650 0.7605 0.00e+00 USDJPY=X USD/JPY 1740 0.8569 0.00e+00 EURUSD=X EUR/USD 330 0.7785 2.20e-109 GC=F Gold 610 0.9634 0.00e+00 SI=F Silver 300 0.8261 3.34e-115 NG=F Natural Gas 520 0.5878 9.43e-102 CL=F Crude Oil (WTI) 510 0.7838 4.50e-171 HG=F Copper 2670 0.7852 0.00e+00 PL=F Platinum 300 0.8981 8.37e-150 PA=F Palladium 300 0.8641 3.42e-131 GOOGL Alphabet (GOOGL) 4390 0.9775 0.00e+00 AMZN Amazon (AMZN) 5000 0.9615 0.00e+00 AAPL Apple (AAPL) 5000 0.9753 0.00e+00 TSLA Tesla (TSLA) 3930 0.9112 0.00e+00 META Meta (META) 930 0.8731 0.00e+00 MSFT Microsoft (MSFT) 3760 0.9814 0.00e+00 NVDA NVIDIA (NVDA) 3470 0.9698 0.00e+00 NFLX Netflix (NFLX) 5000 0.9304 0.00e+00 PLTR Palantir (PLTR) 830 0.9577 0.00e+00 ORCL Oracle (ORCL) 5000 0.9308 0.00e+00 AMD AMD (AMD) 3370 0.9131 0.00e+00 MSTR MicroStrategy (MSTR) 950 0.8248 0.00e+00 HOOD Robinhood (HOOD) 620 0.9409 0.00e+00 BTC-USD Bitcoin (BTC) 1350 0.8878 0.00e+00 ETH-USD Ethereum (ETH) 2760 0.6835 0.00e+00 SOL-USD Solana (SOL) 1240 0.6796 2.85e-308 BNB-USD BNB 3030 0.8166 0.00e+00 TRX-USD TRON (TRX) 1210 0.9510 0.00e+00 SUI-USD Sui (SUI) 470 0.6905 2.87e-121 ⚠ Skipped 1 ticker(s): CRCL Circle (CRCL) regression: Not enough rows (183). Need ≥305.